+391.7%
APP vs XLI
+88.0%
+303.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.6% |
| 7D | +0.9% | -1.1% | +1.9% | +2.4% |
| 30D | -23.3% | -5.9% | -17.3% | -16.2% |
| 3M | -42.6% | -0.3% | -42.4% | -43.0% |
| 6M | -33.6% | +0.1% | -33.7% | -35.2% |
| YTD | -52.4% | +13.6% | -66.0% | -61.9% |
| 1Y | -35.9% | +17.2% | -53.1% | -51.2% |
| 3Y | +642.2% | +68.2% | +574.0% | +236.8% |
| 5Y | +311.1% | +80.7% | +230.4% | +61.1% |
| All | +391.7% | +88.0% | +303.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling